+130.4%
EXPE vs ECL
+192.9%
-62.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.3% |
| 7D | -4.2% | -0.5% | -3.7% | -3.8% |
| 30D | -4.5% | +6.6% | -11.1% | -8.3% |
| 3M | -19.7% | +9.6% | -29.3% | -24.5% |
| 6M | +18.3% | +21.6% | -3.3% | +3.2% |
| YTD | -7.3% | +16.9% | -24.2% | -17.6% |
| 1Y | -3.9% | +17.9% | -21.8% | -15.1% |
| 3Y | +123.0% | +76.5% | +46.5% | +41.5% |
| 5Y | +47.9% | +36.6% | +11.3% | +12.5% |
| All | +130.4% | +192.9% | -62.5% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling